A Comparison between Markov Chain and Koopman Operator Based Data-Driven Modeling of Dynamical Systems.
Saeid TafazzolNan LiIlya V. KolmanovskyDimitar P. FilevPublished in: CoRR (2023)
Keyphrases
- markov chain
- dynamical systems
- data driven
- state space
- nonlinear dynamical systems
- steady state
- monte carlo
- transition probabilities
- finite state
- random walk
- dynamical models
- monte carlo simulation
- markov model
- stationary distribution
- transition matrix
- monte carlo method
- phase space
- dynamic programming
- predictive state representations
- linear dynamical systems
- stochastic models
- partially observable markov decision processes
- objective function
- machine learning